+12.3%
QQQ vs CL
+33.4%
-21.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.7% |
| 7D | -4.6% | +7.7% | -12.3% | -2.9% |
| 30D | -8.5% | +15.2% | -23.7% | -5.6% |
| 3M | -4.3% | +7.3% | -11.6% | -2.5% |
| 6M | +3.1% | +17.0% | -14.0% | +6.2% |
| YTD | +13.0% | +28.0% | -15.0% | +19.3% |
| 1Y | +12.3% | +32.1% | -19.8% | +19.9% |
| All | +12.3% | +33.4% | -21.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling